mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 9,716 9,785 69 0.7% 9,925
High 9,887 9,970 83 0.8% 10,025
Low 9,712 9,722 10 0.1% 9,632
Close 9,785 9,954 169 1.7% 9,664
Range 175 248 73 41.7% 393
ATR 168 174 6 3.4% 0
Volume 173,566 195,523 21,957 12.7% 932,513
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,626 10,538 10,091
R3 10,378 10,290 10,022
R2 10,130 10,130 10,000
R1 10,042 10,042 9,977 10,086
PP 9,882 9,882 9,882 9,904
S1 9,794 9,794 9,931 9,838
S2 9,634 9,634 9,909
S3 9,386 9,546 9,886
S4 9,138 9,298 9,818
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,953 10,701 9,880
R3 10,560 10,308 9,772
R2 10,167 10,167 9,736
R1 9,915 9,915 9,700 9,845
PP 9,774 9,774 9,774 9,738
S1 9,522 9,522 9,628 9,452
S2 9,381 9,381 9,592
S3 8,988 9,129 9,556
S4 8,595 8,736 9,448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,970 9,596 374 3.8% 213 2.1% 96% True False 208,333
10 10,068 9,596 472 4.7% 197 2.0% 76% False False 198,786
20 10,070 9,596 474 4.8% 169 1.7% 76% False False 163,018
40 10,070 9,336 734 7.4% 152 1.5% 84% False False 152,722
60 10,070 9,033 1,037 10.4% 150 1.5% 89% False False 102,125
80 10,070 8,440 1,630 16.4% 147 1.5% 93% False False 76,623
100 10,070 7,961 2,109 21.2% 147 1.5% 94% False False 61,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,024
2.618 10,619
1.618 10,371
1.000 10,218
0.618 10,123
HIGH 9,970
0.618 9,875
0.500 9,846
0.382 9,817
LOW 9,722
0.618 9,569
1.000 9,474
1.618 9,321
2.618 9,073
4.250 8,668
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 9,918 9,902
PP 9,882 9,850
S1 9,846 9,799

These figures are updated between 7pm and 10pm EST after a trading day.

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